In the present study, incremental forming of Mg alloy sheet at elevated temperatures was attempted with local heating apparatus. The device is composed of several halogen lamps and designed to move with forming tool for local heating in deformation zone. In order to investigate the influences of process parameters to incremental formability of AZ31 alloy sheet, a series of incremental forming tests of AZ31 for cone and pyramid type of simple models were carried out under various process conditions. Experiments were performed under various temperatures, feeding depth per cycle and inclination angles and the results were analysed.